Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 484487.2166 | 286996.4032 | 197490.8134 | 1928406.0481 | 1078198.1369 | 850207.9112 |
Total P&L (%) | 484.4872 | 286.9964 | 197.4908 | 1928.406 | 1078.1981 | 850.2079 |
Avg Daily Profit (%) | 0.2193 | 0.1299 | 0.0894 | 0.1363 | 0.1117 | 0.102 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85841 | -83847 | -70264 | -1605178 | -1294398 | -1043908 |
Profit Factor | 1.8251 | 2.2222 | 1.5605 | 1.2207 | 1.3238 | 1.1572 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 63.9344 | 62.2951 | 65.5738 | 63.9344 | 62.2951 | 65.5738 |
Ratio Avg Win / Avg Loss | 1.0295 | 1.345 | 0.8192 | 0.6886 | 0.8012 | 0.6075 |
Largest Winning Trade | 103125 | 103125 | 47597 | 506136 | 457545 | 506136 |
Largest Losing Trade | -40019 | -22429 | -40019 | -676676 | -430921 | -676676 |
Avg Bars in Trades | 51 | 40 | 62 | 51 | 40 | 62 |
Avg Bars in Winners | 41 | 31 | 50 | 41 | 31 | 50 |
Avg Bars in Losers | 69 | 54 | 86 | 69 | 54 | 86 |
Bars Traded | 6270 | 2442 | 3828 | 6270 | 2442 | 3828 |
Profit Streak | 43.2732 | 0 | 50.2732 | 43.2732 | 0 | 50.2732 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461536 | -176546 | -232690 | -9979 | -204951 | -264810 |
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 4.73826 } }, "second_band": { "type": "bbm", "factors": { "length": 149, "offset": 76, "std": 3.71519 } } }
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{ "first_band": { "type": "supertrend", "factors": { "length": 122, "offset": 0, "multiplier": 4.73826 } }, "second_band": { "type": "bbm", "factors": { "length": 149, "offset": 76, "std": 3.71519 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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